How far out would you be if requesting a runway change ?
The earlier that you ask, the more likely that ATC will be able to manage the change without additional delays. So, a place where it's very common is for the QF10 arrival into Melbourne, were I normally pass down the request a couple of hundred miles out.
Worth noting too, that there should not be a penalty from ATC when the runway requirement is for operational reasons. For instance, whilst 380s have landed on 27 in Melbourne, on most days, we cannot do so at all, 'cos it's simply too short.
In Australia ATC is sadly often forced to operate airports in less than optimum modes simply to accommodate politicians. Sydney and it's noise sharing is an example. In that case, non optimum runways are used at certain times of day, throwing up operations to shorter than desirable runways, or operations to runways with crosswind, when better alternatives exist. In my opinion, they have been lucky thus far in not having an accident (of course it won't be their (politicians) fault, as the pilot didn't object!). The stupidity of landing a 767 on 16L whilst a Dash 8 lands on 16R (Sydney) is not lost on most of us....and for that reason I always refused 16L for landings. Nevertheless, you often hear somewhat confused sounding foreign crews when being assigned an unexpected runway.
Whilst we prefer to land with a headwind, many factors will affect our choice. Often there can be a headwind on the ground, but tailwind down the approach. In that case, it may be better to accept a small downwind component (10 knots is normally doable without issues on most aircraft). Mostly I prefer a crosswind onto a long runway, rather than the same wind as a head component to a short one (i.e. Melbourne 34/16 vs 27/09). All other things being equal, we'd prefer to fly further to avoid having to taxi further.
Declare an emergency, and the world is yours. When I landed in Manila in 2008, I landed on the reciprocal of the duty runway. Whilst brake issues were one of the problems we had, and that choice gave us a very small downwind component, it had the positive of not requiring an instrument approach, and of allowing us to get onto the ground sooner. The fact that we came to a halt amongst the many waiting departing aircraft was of no consequence.
I recently took a 380 there for the reconfiguration work. The aircraft is very severely limited there due to proximity of taxiways, obstacles and narrow radius turns. For that reason, the best taxi path required a take off on 24, but a landing on 06. Whilst we were moving on the ground, the entire airport had to cease operations. Needless to say that took some arranging, and on our return flight we held for quite a while whilst ATC made the 'gap' for us to fit into.